Paris-Princeton Lectures on Mathematical Finance 2002 [electronic resource] /
The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by P. Bank/H. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.
Main Authors: | , , , , , , |
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Format: | Texto biblioteca |
Language: | eng |
Published: |
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,
2003
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Subjects: | Mathematics., Game theory., Economics, Mathematical., Probabilities., Quantitative Finance., Game Theory, Economics, Social and Behav. Sciences., Probability Theory and Stochastic Processes., |
Online Access: | http://dx.doi.org/10.1007/b12041 |
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